相关论文: (S)GD over Diagonal Linear Networks: Implicit Regu…

We study stochastic gradient descent (SGD) for composite optimization problems with $N$ sequential operators subject to perturbations in both the forward and backward passes. Unlike classical analyses that treat gradient noise as additive…

In this work, we investigate the dynamics of stochastic gradient descent (SGD) when training a single-neuron autoencoder with linear or ReLU activation on orthogonal data. We show that for this non-convex problem, randomly initialized SGD…

In this paper, we provide a theoretical study of noise geometry for minibatch stochastic gradient descent (SGD), a phenomenon where noise aligns favorably with the geometry of local landscape. We propose two metrics, derived from analyzing…

Stochastic Gradient Descent (SGD) is a popular tool in training large-scale machine learning models. Its performance, however, is highly variable, depending crucially on the choice of the step sizes. Accordingly, a variety of strategies for…

The optimization of multilayer neural networks typically leads to a solution with zero training error, yet the landscape can exhibit spurious local minima and the minima can be disconnected. In this paper, we shed light on this phenomenon:…

When training neural networks with full-batch gradient descent (GD) and step size $\eta$, the largest eigenvalue of the Hessian -- the sharpness $S(\boldsymbol{\theta})$ -- rises to $2/\eta$ and hovers there, a phenomenon termed the Edge of…

Overparameterized models may have many interpolating solutions; implicit regularization refers to the hidden preference of a particular optimization method towards a certain interpolating solution among the many. A by now established line…

Stochastic approximation (SA) and stochastic gradient descent (SGD) algorithms are work-horses for modern machine learning algorithms. Their constant stepsize variants are preferred in practice due to fast convergence behavior. However,…

In this paper we study the stability and its trade-off with optimization error for stochastic gradient descent (SGD) algorithms in the pairwise learning setting. Pairwise learning refers to a learning task which involves a loss function…

Several works have aimed to explain why overparameterized neural networks generalize well when trained by Stochastic Gradient Descent (SGD). The consensus explanation that has emerged credits the randomized nature of SGD for the bias of the…

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

Stochastic Gradient Descent (SGD) is widely used in machine learning problems to efficiently perform empirical risk minimization, yet, in practice, SGD is known to stall before reaching the actual minimizer of the empirical risk. SGD…

Previous work has examined the ability of larger capacity neural networks to generalize better than smaller ones, even without explicit regularizers, by analyzing gradient based algorithms such as GD and SGD. The presence of noise and its…

SketchySGD improves upon existing stochastic gradient methods in machine learning by using randomized low-rank approximations to the subsampled Hessian and by introducing an automated stepsize that works well across a wide range of convex…

We analyze the training dynamics for deep linear networks using a new metric - layer imbalance - which defines the flatness of a solution. We demonstrate that different regularization methods, such as weight decay or noise data…

We study the dynamics of a continuous-time model of the Stochastic Gradient Descent (SGD) for the least-square problem. Indeed, pursuing the work of Li et al. (2019), we analyze Stochastic Differential Equations (SDEs) that model SGD either…

We analyze the dynamics of streaming stochastic gradient descent (SGD) in the high-dimensional limit when applied to generalized linear models and multi-index models (e.g. logistic regression, phase retrieval) with general data-covariance.…

Stochastic gradient descent (SGD) forms the core optimization method for deep neural networks. While some theoretical progress has been made, it still remains unclear why SGD leads the learning dynamics in overparameterized networks to…

In several experimental reports on nonconvex optimization problems in machine learning, stochastic gradient descent (SGD) was observed to prefer minimizers with flat basins in comparison to more deterministic methods, yet there is very…

The noise in stochastic gradient descent (SGD) provides a crucial implicit regularization effect for training overparameterized models. Prior theoretical work largely focuses on spherical Gaussian noise, whereas empirical studies…